CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 1.1423 1.1458 0.0035 0.3% 1.1345
High 1.1480 1.1503 0.0023 0.2% 1.1489
Low 1.1415 1.1439 0.0025 0.2% 1.1342
Close 1.1474 1.1478 0.0004 0.0% 1.1474
Range 0.0066 0.0064 -0.0002 -2.3% 0.0148
ATR 0.0081 0.0080 -0.0001 -1.5% 0.0000
Volume 477 337 -140 -29.4% 3,064
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1665 1.1636 1.1513
R3 1.1601 1.1572 1.1496
R2 1.1537 1.1537 1.1490
R1 1.1508 1.1508 1.1484 1.1523
PP 1.1473 1.1473 1.1473 1.1481
S1 1.1444 1.1444 1.1472 1.1459
S2 1.1409 1.1409 1.1466
S3 1.1345 1.1380 1.1460
S4 1.1281 1.1316 1.1443
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1877 1.1823 1.1555
R3 1.1730 1.1676 1.1515
R2 1.1582 1.1582 1.1501
R1 1.1528 1.1528 1.1488 1.1555
PP 1.1435 1.1435 1.1435 1.1448
S1 1.1381 1.1381 1.1460 1.1408
S2 1.1287 1.1287 1.1447
S3 1.1140 1.1233 1.1433
S4 1.0992 1.1086 1.1393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1503 1.1364 0.0140 1.2% 0.0068 0.6% 82% True False 615
10 1.1503 1.1293 0.0210 1.8% 0.0073 0.6% 88% True False 714
20 1.1503 1.1214 0.0289 2.5% 0.0079 0.7% 91% True False 578
40 1.1503 1.0920 0.0584 5.1% 0.0086 0.7% 96% True False 416
60 1.1503 1.0789 0.0715 6.2% 0.0081 0.7% 97% True False 333
80 1.1503 1.0789 0.0715 6.2% 0.0083 0.7% 97% True False 268
100 1.1601 1.0730 0.0871 7.6% 0.0094 0.8% 86% False False 242
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1775
2.618 1.1671
1.618 1.1607
1.000 1.1567
0.618 1.1543
HIGH 1.1503
0.618 1.1479
0.500 1.1471
0.382 1.1463
LOW 1.1439
0.618 1.1399
1.000 1.1375
1.618 1.1335
2.618 1.1271
4.250 1.1167
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 1.1476 1.1470
PP 1.1473 1.1463
S1 1.1471 1.1455

These figures are updated between 7pm and 10pm EST after a trading day.

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